Jane Street Portfolio holdings
Jane Street Group, founded in 2000 by Tim Reynolds, Rob Granieri, Marc Gerstein, and Michael Jenkins, is a New York City-based quantitative trading firm renowned for its technological prowess and collaborative problem-solving culture. Specializing in liquidity provision and market-making, it trades a vast array of financial products—including equities, bonds, options, and ETFs—across over 200 venues in 45 countries, handling trillions in securities annually. The firm, which employs over 2,600 people across offices in New York, London, Hong Kong, Amsterdam, Chicago, and Singapore, leverages advanced algorithms and a nearly 70-million-line OCaml codebase to dominate markets, notably ETFs, where it plays a critical role as an authorized participant. With net trading revenues exceeding $10 billion annually in recent years, including a record $10.6 billion in 2023, Jane Street has emerged as a secretive yet powerful force in global finance, outpacing traditional Wall Street giants like Goldman Sachs in trading profitability.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$1.3B |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.24B |
| 3 |
Vanguard Total International Bond ETF
BNDX
|
+$976M |
| 4 |
iShares Core MSCI EAFE ETF
IEFA
|
+$974M |
| 5 |
iShares Core MSCI Emerging Markets ETF
IEMG
|
+$654M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard FTSE Europe ETF
VGK
|
+$750M |
| 2 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$672M |
| 3 |
Alphabet (Google) Class A
GOOGL
|
+$452M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$362M |
| 5 |
NVIDIA
NVDA
|
+$350M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 2.05% |
| 2 | Consumer Discretionary | 1.68% |
| 3 | Financials | 1.25% |
| 4 | Communication Services | 0.95% |
| 5 | Energy | 0.88% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
| $124M | 0.05% |
1,402,657
+1,177,561
| +523% | +$109M |
|
252
PUT
Etsy
ETSY
$7.75B
| $124M | 0.05% |
1,691,600
+866,700
| +105% | +$79.1M |
|
253
PUT
United States Oil Fund
USO
$2.15B
| $124M | 0.05% |
1,538,000
+265,900
| +21% | +$21.6M |
|
254
Boeing
BA
$171B
| $123M | 0.05% |
899,698
+381,517
| +74% | +$56.3M |
|
255
CALL
FedEx
FDX
$72.7B
| $123M | 0.05% |
540,900
-256,300
| -32% | -$54.7M |
|
256
CALL
Verizon
VZ
$195B
| $121M | 0.05% |
2,387,500
+478,400
| +25% | +$24.2M |
|
257
CALL
Lockheed Martin
LMT
$134B
| $120M | 0.05% |
280,200
-820,100
| -75% | -$360M |
|
258
PUT
Chevron
CVX
$392B
| $120M | 0.05% |
829,500
-329,400
| -28% | -$54.5M |
|
259
CALL
Blackrock
BLK
$169B
| $120M | 0.05% |
196,900
+129,000
| +190% | +$84M |
|
260
CALL
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$255M
| $120M | 0.05% |
9,781,140
+9,117,540
| +1,374% | +$407M |
|
261
PUT
Comcast
CMCSA
$85B
| $119M | 0.05% |
3,033,100
+487,800
| +19% | +$20.9M |
|
262
BP
BP
$116B
| $119M | 0.05% |
4,191,524
+3,392,489
| +425% | +$104M |
|
263
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $118M | 0.05% |
3,763,000
-2,849,700
| -43% | -$98.5M |
|
264
iShares Floating Rate Bond ETF
FLOT
$10.2B
| $117M | 0.05% |
2,337,799
+2,256,518
| +2,776% | +$114M |
|
|
265
Vanguard FTSE Europe ETF
VGK
$30.7B
| $116M | 0.05% |
2,194,306
-12,939,886
| -86% | -$750M |
|
266
iShares MSCI Emerging Markets ex China ETF
EMXC
$23.5B
| $116M | 0.05% |
2,420,378
+2,081,123
| +613% | +$111M |
|
267
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $115M | 0.05% |
1,670,800
+1,234,200
| +283% | +$97.2M |
|
268
HCA Healthcare
HCA
$87.2B
| $115M | 0.05% |
681,909
+587,509
| +622% | +$126M |
|
269
PUT
T-Mobile US
TMUS
$185B
| $115M | 0.05% |
851,500
+30,500
| +4% | +$3.98M |
|
270
PUT
Johnson & Johnson
JNJ
$618B
| $114M | 0.05% |
644,100
+35,000
| +6% | +$6.24M |
|
271
CALL
Delta Air Lines
DAL
$57.5B
| $114M | 0.05% |
3,918,700
+721,000
| +23% | +$27.5M |
|
272
CALL
Morgan Stanley
MS
$331B
| $113M | 0.05% |
1,490,100
-691,100
| -32% | -$56.6M |
|
273
CALL
Marathon Petroleum
MPC
$92.4B
| $113M | 0.05% |
1,378,400
-1,088,600
| -44% | -$102M |
|
274
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $113M | 0.05% |
1,363,567
+977,935
| +254% | +$81.1M |
|
275
PUT
Target
TGT
$65.6B
| $113M | 0.05% |
798,000
+342,900
| +75% | +$65.7M |
|
Similar funds
Jane Street's Q2 2022 Portfolio in Review
As of Q2 2022, Jane Street held 11,601 positions worth $236B, down 24% from $309B the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Jane Street's Q2 2022 filing shows 1,425 new, 3,970 increased, 4,015 reduced and 2,058 closed positions. Its largest new stake was iShares MSCI Emerging Markets ETF: 30,902,851 shares worth $1.24B. The largest sale was Vanguard FTSE Europe ETF, an estimated $750M.
By sector, the portfolio is most concentrated in Technology at 2.1% of assets, down from 2.2% a quarter earlier, followed by Consumer Discretionary and Financials.
- Jane Street's largest Q2 2022 buy was iShares MSCI Emerging Markets ETF: 30,902,851 shares worth $1.24B.
- Jane Street added most to State Street SPDR S&P 500 ETF Trust in Q2 2022, an estimated $1.24B increase.
- Jane Street's biggest Q2 2022 reduction was Vanguard FTSE Europe ETF, cutting an estimated $750M.
- Jane Street fully exited iShares MSCI Global Min Vol Factor ETF in Q2 2022, selling an estimated $229M.
- Jane Street's ten largest holdings make up 30% of its $236B portfolio in Q2 2022.
- Jane Street opened 1,425 new positions and closed 2,058 in Q2 2022.
- Jane Street's portfolio value fell 24% quarter-over-quarter to $236B.
Based on Jane Street's 13F filing for Q2 2022, filed 16 Aug 2022.